+156.2%
MPWR vs KIM
+34.6%
+121.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.4% | -4.3% | -4.2% |
| 7D | +16.8% | +0.1% | +16.7% | +16.8% |
| 30D | +11.9% | +14.1% | -2.3% | +2.0% |
| 3M | +2.2% | +6.0% | -3.8% | -2.2% |
| 6M | -15.5% | +13.2% | -28.7% | -24.0% |
| YTD | +54.2% | +30.4% | +23.8% | +23.9% |
| 1Y | +51.5% | +31.0% | +20.4% | +20.9% |
| 3Y | +180.2% | +67.6% | +112.6% | +78.3% |
| All | +156.2% | +34.6% | +121.7% | +102.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling